+143.5%
IWM vs DKS
+226.4%
-82.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.0% |
| 7D | +1.4% | +6.3% | -4.9% | -0.2% |
| 30D | +2.3% | +9.3% | -7.0% | -0.2% |
| 3M | -8.3% | -25.3% | +17.0% | -3.5% |
| 6M | -1.3% | -29.2% | +27.9% | +4.8% |
| YTD | +13.5% | -22.7% | +36.2% | +17.4% |
| 1Y | +18.4% | -30.1% | +48.5% | +25.5% |
| 3Y | +69.6% | +45.6% | +24.0% | +43.0% |
| 5Y | +23.3% | +28.5% | -5.2% | +2.2% |
| All | +143.5% | +226.4% | -82.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling